+537.0%
MS vs FTV
+109.0%
+428.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.7% | +3.7% | 0.0% | +1.1% |
| 30D | +2.0% | +16.8% | -14.9% | -8.5% |
| 3M | -12.6% | +10.4% | -22.9% | -18.6% |
| 6M | -0.3% | +12.8% | -13.1% | -9.3% |
| YTD | +9.0% | +23.3% | -14.3% | -8.5% |
| 1Y | +13.9% | +31.0% | -17.1% | -8.7% |
| 3Y | +173.6% | +38.6% | +135.0% | +105.7% |
| 5Y | +122.0% | +17.6% | +104.4% | +84.6% |
| All | +537.0% | +109.0% | +428.0% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling